The Resource Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
Resource Information
The item Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others] represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others] represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 "Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches." "Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices." "This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications."BOOK JACKET
 Language
 eng
 Label
 Stochastic calculus for fractional Brownian motion and applications
 Title
 Stochastic calculus for fractional Brownian motion and applications
 Statement of responsibility
 Francesca Biagini [and others]
 Language
 eng
 Summary
 "Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches." "Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices." "This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications."BOOK JACKET
 Cataloging source
 UKM
 Dewey number
 519.2
 Index
 index present
 LC call number
 QA274.2
 LC item number
 .S75 2008
 Literary form
 non fiction
 Nature of contents
 bibliography
 http://library.link/vocab/relatedWorkOrContributorName
 Biagini, Francesca
 Series statement
 Probability and its applications
 http://library.link/vocab/subjectName

 Stochastic analysis
 Brownian motion processes
 Analyse stochastique
 Mouvement brownien, Processus de
 Brownsche Bewegung
 Stochastische Analysis
 Label
 Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 154712218
 Dimensions
 25 cm
 Extent
 xii, 329 pages
 Isbn
 9781846287978
 Lccn
 2008920683
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number
 (OCoLC)154712218
 Label
 Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 154712218
 Dimensions
 25 cm
 Extent
 xii, 329 pages
 Isbn
 9781846287978
 Lccn
 2008920683
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number
 (OCoLC)154712218
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/StochasticcalculusforfractionalBrownian/QZZ2Kf8xnww/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/StochasticcalculusforfractionalBrownian/QZZ2Kf8xnww/">Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>